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Trade: PENDLE/USDT/3/VWAP/VWMA/5860

Strategy
PENDLE/USDT/3/VWAP/VWMA/5860
Pair
PENDLE_USDT
Interval
3m
Score
540252
Daily Profit
1.292539
Profit Factor
1.588605
Profitability
59.278351
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-09 19:14
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67315.4336 28557.8053 38757.6283 87514.2508 33954.9103 53559.3404
Total P&L (%) 67.3154 28.5578 38.7576 87.5143 33.9549 53.5593
Avg Daily Profit (%) 1.2925 0.5483 0.7442 1.2145 0.5629 0.827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12138 -12196 -7284 -22298 -21246 -13926
Profit Factor 1.5886 1.4543 1.7525 1.4415 1.3125 1.5982
Total Trades 194 97 97 194 97 97
Winning Trades 115 55 60 115 55 60
Losing Trades 79 42 37 79 42 37
Profitability (%) 59.2784 56.701 61.8557 59.2784 56.701 61.8557
Ratio Avg Win / Avg Loss 1.0913 1.1106 1.0807 0.9903 1.0022 0.9856
Largest Winning Trade 9065 9065 5908 13898 13898 8936
Largest Losing Trade -8436 -8436 -6688 -14924 -14924 -9978
Avg Bars in Trades 124 124 124 124 124 124
Avg Bars in Winners 100 95 104 100 95 104
Avg Bars in Losers 159 161 157 159 161 157
Bars Traded 24146 12044 12102 24146 12044 12102
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540252 248484 408083 451901 239023 399625
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754587980000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760026499283,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 132
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            67315.433592345,
            28557.8053366274,
            38757.6282557176,
            87514.2507794842,
            33954.9103311703,
            53559.3404483139
        ],
        [
            67.315434,
            28.557805,
            38.757628,
            87.514251,
            33.95491,
            53.55934
        ],
        [
            1.292539,
            0.548345,
            0.744194,
            1.214467,
            0.562894,
            0.826974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12138,
            -12196,
            -7284,
            -22298,
            -21246,
            -13926
        ],
        [
            1.588605,
            1.454318,
            1.752491,
            1.441541,
            1.312465,
            1.598201
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            115,
            55,
            60,
            115,
            55,
            60
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            59.278351,
            56.701031,
            61.85567,
            59.278351,
            56.701031,
            61.85567
        ],
        [
            1.091303,
            1.11057,
            1.080703,
            0.990276,
            1.002246,
            0.985558
        ],
        [
            9065,
            9065,
            5908,
            13898,
            13898,
            8936
        ],
        [
            -8436,
            -8436,
            -6688,
            -14924,
            -14924,
            -9978
        ],
        [
            124,
            124,
            124,
            124,
            124,
            124
        ],
        [
            100,
            95,
            104,
            100,
            95,
            104
        ],
        [
            159,
            161,
            157,
            159,
            161,
            157
        ],
        [
            24146,
            12044,
            12102,
            24146,
            12044,
            12102
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540252,
            248484,
            408083,
            451901,
            239023,
            399625
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754587980000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760026499283,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 132
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)